Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 641.018214 656.511127 671.750837 687.865385 704.416618 720.916296 738.604127
2026-01-11 620.960917 643.749983 666.470257 690.820581 716.177503 741.803304 769.658122
2026-01-18 606.300699 634.167654 662.225617 692.595521 724.543104 757.156867 792.973386
2026-01-25 596.089696 628.104242 660.603014 696.070351 733.696843 772.433057 815.340572
2026-02-01 586.679843 622.171833 658.458348 698.344903 740.973466 785.184433 834.527069
2026-02-08 578.615827 617.167443 656.835226 700.721227 747.937510 797.233811 852.628520
2026-02-15 570.629445 611.858256 654.529412 702.017925 753.422482 807.420345 868.479365
2026-02-22 563.565800 607.236770 652.681170 703.534273 758.893745 817.377642 883.896508
2026-03-01 556.606308 602.473465 650.445525 704.403342 763.455249 826.173452 897.900405
2026-03-08 549.463548 597.289931 647.549742 704.354431 766.833584 833.526288 910.194378
2026-03-15 544.107445 593.884294 646.431925 706.097013 772.036872 842.763313 924.472818
2026-03-22 537.864289 589.340131 643.915544 706.154705 775.252175 849.705102 936.126519
2026-03-29 533.342925 586.591832 643.284696 708.215702 780.622436 858.991338 950.380021
2026-04-05 529.788893 584.807257 643.622269 711.262995 787.016421 869.364272 965.824910
2026-04-12 525.596326 582.204077 642.953864 713.097288 791.978325 878.084287 979.383268
2026-04-19 522.851698 581.132917 643.916056 716.688213 798.855747 888.915411 995.313893
2026-04-26 519.414138 579.199012 643.837076 719.038798 804.279732 898.075780 1009.340922
2026-05-03 516.217163 577.459079 643.907047 721.494592 809.772261 907.281844 1023.412027
2026-05-10 512.414182 574.957482 643.049403 722.834669 813.944424 914.955013 1035.717727
2026-05-17 508.916929 572.733385 642.442723 724.401758 818.327318 922.836287 1048.251382
2026-05-24 505.112348 570.091855 641.300749 725.299914 821.896548 929.755277 1059.663673
2026-05-31 500.818093 566.823573 639.382837 725.249366 824.324684 935.328316 1069.499457
2026-06-07 497.870278 565.043861 639.115574 727.050285 828.849277 943.290235 1082.103848